+81.6%
XLF vs BURL
+87.4%
-5.9%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.6% | +4.4% | +1.3% |
| 7D | +2.7% | -1.6% | +4.2% | +2.9% |
| 30D | +7.6% | -7.7% | +15.4% | +8.7% |
| 3M | +1.1% | -31.7% | +32.7% | +6.1% |
| 6M | +15.9% | -15.2% | +31.1% | +17.6% |
| YTD | +8.4% | -15.9% | +24.4% | +10.1% |
| 1Y | +12.5% | -14.2% | +26.7% | +13.6% |
| 3Y | +81.6% | +93.5% | -12.0% | +74.9% |
| All | +81.6% | +87.4% | -5.9% | +74.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded BURL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling